+45.2%
ASML vs CME
+17.8%
+27.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.5% |
| 7D | +10.4% | +2.7% | +7.7% | +12.3% |
| 30D | -12.7% | +13.5% | -26.2% | -5.0% |
| 3M | -17.2% | +20.9% | -38.1% | -6.1% |
| 6M | -1.3% | +11.5% | -12.8% | +9.5% |
| YTD | +40.8% | +19.5% | +21.3% | +62.1% |
| 1Y | +45.2% | +17.2% | +28.0% | +65.6% |
| All | +45.2% | +17.8% | +27.4% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling